+249.2%
JCE vs SPY
+304.1%
-54.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -0.5% | -0.6% | +0.1% | 0.0% |
| 30D | -2.8% | -3.7% | +0.9% | +0.5% |
| 3M | +0.3% | -2.7% | +3.1% | +2.7% |
| 6M | +6.6% | +2.2% | +4.4% | +4.3% |
| YTD | +11.9% | +10.8% | +1.1% | +1.9% |
| 1Y | +14.3% | +11.2% | +3.1% | +3.7% |
| 3Y | +70.5% | +76.5% | -6.0% | +0.9% |
| 5Y | +61.7% | +72.9% | -11.2% | -2.7% |
| 10Y | +249.2% | +304.8% | -55.6% | -1.9% |
| All | +249.2% | +304.1% | -54.9% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling